Dissertation　

About 126 item dissertation in line with Diffusion process query results,the following is 51 to 100(Search took 0.026 seconds)

  1. Interest rate based on a random jump - diffusion process credit default swap pricing,LingJiaLi/Nanjing University of Technology and Engineering,3/248
  2. A Study on Option Pricing with a Kind of Exchange Option and a Kind of Stochastic Interest Rates,LiMeiRong/Hefei University of Technology,0/121
  3. A Study on Two Exotic Options Pricing under Jump-diffusion Model,WangLi/Hefei University of Technology,1/123
  4. Pricing for a Jump-Diffusion Foreign Exchange Options with Interest Rate under Vasicek Model,QuanLiang/Hunan Normal University,0/170
  5. With double boundary diffusion process for the first time over time,WangHuiQing/Qufu Normal University,0/13
  6. A New Method to Test Diffusion Process and Its Applications in Stock and Spot Rate Market,LiuHuiQing/Xiamen University,0/44
  7. A Study on Option Pricing with a Kind of Renewal Jump-diffusion Process,PengBo/Hefei University of Technology,1/170
  8. A Study on Several Exotic Options Pricing under Jump-diffusion Model,WangXianDong/Hefei University of Technology,3/250
  9. Some Issues about Option Pricing under Stochastic Interest Rate,XuCongCong/Shaanxi Normal University,1/321
  10. Asymptotic Properties of the Additive Functionals,MaLi/Hainan Normal University,,0/17
  11. Actin bipedal motion model studies,WangDan/Hunan Normal University,0/38
  12. Option Pricing Modol When Stock Pricing Process is a Jump-Diffusion Process,NingLiJuan/Shaanxi Normal University,6/623
  13. Non- degenerate diffusion processes on Some Notes,KuangNengZuo/Hunan Normal University,0/24
  14. The Fractal Properties of the Level Sets and Inverse Image of N-dimension Non-degenerate Diffusion Processes,XiongXiong/Hunan Normal University,0/39
  15. Study on the Optimal Consumption and Portfolio of Jump Diffusion Process,LiHongYu/Shandong University of Science and Technology,0/317
  16. Brown motion and Brown motion distribution problem,YangJian/Qufu Normal University,0/61
  17. The moment when the diffusion process and Bessel functions identity,SuYuXia/Qufu Normal University,0/60
  18. The Moment Estimate of a Discretizated Stochastic Volatility Model,SunJunLing/Jilin University,0/55
  19. Option Pricing in a Random Environment,ZuoJianJun/Shanghai Jiaotong University,1/257
  20. A Research and Analysis on Numeric Methods for Option Pricing under Levy Process,ChenZhengXu/Wuhan University of Technology,0/222
  21. Option Pricing Model and Its Generalization,XuJiXiang/Inner Mongolia University,1/406
  22. European option pricing with jumps in the underlying assets and hedging,HuangBoQiang/Nanjing Normal University,1/229
  23. The Excursion Structure of One-dimension Diffusion Process and the Uniqueness of the Martingale Problems,LiuYan/Zhengzhou University,0/33
  24. Option Pricing Model When Stock Pricing Process is a Jump-Diffusion Process,YangYunFeng/Shaanxi Normal University,1/324
  25. Pricing European Contigent Claims under Stochastic Life,WangLingZhi/Lanzhou University,1/68
  26. A Study on the Valuation of Lookback Options in a Jump-diffusion Model,YuanGuoJun/Hefei University of Technology,0/206
  27. The Maximum and Minimum Excursions of Symmtrical Markov Process,WangZhongHai/Wuhan University,0/47
  28. Large and Moderate Deviations for Diffusion Process,PengHuiMing/Wuhan University,0/48
  29. Large Deviations for Parameter Estimates in Fractional Ornstein-Uhlenbeck Model,WangBaoBin/Wuhan University,1/66
  30. The Research on the Profit of Participating Insurance Products with Consideration on Reinsurance,ZhouXiaoJun/Hunan University,0/125
  31. The Study of Training Problem and Decoding Problem about HMM,HanGuangJun/National University of Defense Science and Technology,2/427
  32. The Proof of Agliardi Elettra’s Conjecture and Its Extension in Jump-diffusion Process,DongCuiLing/Xinjiang University,1/30
  33. Study on the Method of Mining Rights on Option,HuiLiPing/Xi'an University of Science and Technology,1/152
  34. Option Pricing under Exponential Ornstein-Uhlenbeck Model,ChenZuoQiong/Hunan Normal University,2/162
  35. Jump - diffusion model Claims Pricing issues under study,SuJun/Northwestern Polytechnical University,1/175
  36. Research on Option Pricing Model of Stock Price,ZhengLi/Shandong University,3/940
  37. Research on the Plasma Sulphur-nitriding Process & the Application to the Worm,LiZhongWei/Mechanical Institute of Science and Technology,2/38
  38. Application of nitrogen monocrystalline silicon micro- power devices in the,LuJingGang/Zhejiang University,0/62
  39. Researches on the Asymptotic Expansions of Maximal Lyapunov Exponent and Moment Lyapunov Exponent for Several Kinds of Random Dynamical Systems,CaiXiangMei/Nanjing University of Aeronautics and Astronautics,1/203
  40. Metal surface adsorbed clusters self - diffusion kinetics studies,JiangJianXing/Fudan University,0/56
  41. Pricing the Reset Catastrophe Put Option Base on Jump-diffusion Process,ZhouHongHai/Xinjiang University,1/136
  42. Research on Stochastic Diffusion Method and Design of Cellmatlab Simulation System,ChenShouQing/Harbin Institute of Technology,1/36
  43. A New Model of Swap Pricing,ShangXu/Shanghai Jiaotong University,1/200
  44. GARCH Diffusion Option Pricing Theory with Transaction Costs and Its Application,WangXiaoQing/Lanzhou University,0/75
  45. Nonparametric Estimation of Drift and Diffusion Functions in Diffusion Process,WangLinLin/Shandong University,0/75
  46. Statistical Diagnosis diffusion process,FengYinZuo/Nanjing University of Technology and Engineering,0/38
  47. Five-factor model of risk pricing,ZhuJianTao/Fudan University,0/134
  48. The Research of Two Asset Options Pricing on Jump-Diffusion Process Model,HuangShuangShuang/Hunan University,3/162
  49. Stochastic interest obey fractional Brownian motion option pricing,DengXiaoHua/Chongqing University,1/196
  50. Pring of Exotic Options on Fractional Jump-Diffusions,FangZhi/Chongqing University,1/132

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